+110.9%
MO vs NYT
+489.9%
-379.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +7.1% | +4.6% | +2.6% | +6.6% |
| 3M | -2.0% | -9.6% | +7.6% | -1.0% |
| 6M | +7.3% | -14.0% | +21.3% | +8.8% |
| YTD | +23.5% | -2.8% | +26.3% | +23.1% |
| 1Y | +11.0% | +15.6% | -4.6% | +8.1% |
| 3Y | +95.0% | +56.3% | +38.7% | +80.4% |
| 5Y | +100.6% | +39.5% | +61.1% | +85.4% |
| All | +110.9% | +489.9% | -379.1% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling